Hmmm... characters that have absolutely stuck with me... vividly... would surely include:
The narrator, Tristram Shandy, his father, Walter Shandy, Uncle Toby and the manservant, Obadiah from Lawrence Sterne's The Life and Opinions of Tristram Shandy, Gentleman
Don Quixote and Sanch Panza from Cervantes' Don Quixote
Dante from Dante's Divine Comedy (The character of Dante as painted in the Comedia is so complex and marvelous that many completely miss the fact that he is as much a literary invention by the poet as any clearly fictional character.
The narrator (Byron himself?) of Byron's Don Juan, whose great digressions are often far more interesting than the central narrative.
Goethe's Werther, from The Sorrows of Young Werther
Shakespeare? Where do you start? MacBeth and Lady Macbeth, Iago, Falstaff, Edmund, Hamlet, Puck.....
Captain Ahab from Melville's Moby Dick
Humbert Humbert from Nabokov's Lolita
Old Qfwfq from Italo Calvino's Cosmicomics. Absolutely one of the greatest narrators in literature.
Judge Holden from Cormac McCarthy's Blood Meridian: A villain worthy of Shakespeare's Edmund, Iago, and Lady MacBeth and the Biblical Satan (as well as Milton's Satan)
Jesus, Moses, Abraham, Job, etc... from the Bible
Satan from Milton's Paradise Lost
Jean Valjean from Victor Hugo's Les Misérables
Milady de Winter, Athos, Porthos, and Aramis as well as D'Artagnan from Dumas' Three Musketeers
Huckleberry Finn and Jim from Mark Twain's Huckleberry Finn
Myra (Myron) Breckenridge from Gore Vidal's Myra Breckenridge
These are among the characters who have truly stuck with me from my reading... sometimes for years.